Quant Analyst - #129820

LSEG (London Stock Exchange Group)


Date: 1 week ago
City: Taguig, Metro Manila
Contract type: Full time
This position is within Acadia. Acadia is wholly owned by LSEG (London Stock Exchange Group) and is part of its Post Trade division The successful applicant will be a member of the Quantitative Services operations team within Acadia that runs, develops and details the sensitivity and backtesting services provided by Acadia. The team takes care of onboarding of new clients to the services, running and developing the back test service as well as responding to client questions in relation to the services, and troubleshooting errors and issues with the services The applicant will be based in Manila and work closely with colleagues in the service operations, market data and development functions in the US, Ireland, UK, the Philippines and Germany. The team guides clients to accurately represent their derivative portfolios in ORE XML, verifies NPV and sensitivity calculations, explains to clients how the sensitivity and backtesting results are arrived at, maintains and runs the regular back test process, and identifies and closes gaps in the services working closely with the development and market data teams Responsibilities:
  • Onboarding of clients to the ORE XML platform, including writing specifications to convert client trade data to ORE XML
  • Issue analysis and resolution in the service operations for global clients
  • Continuous support - respond to client queries that have been raised by the non-quantitative business units within Acadia
  • Regular Backtesting - Maintain, develop and own the back test service, including producing back test reports
  • Liaise with the market data and development teams to improve the services and resolve issues related to the services.
  • Build, maintain, expand and quality assure documentation for the services
  • Quality assurance of the results of the services.
Qualifications:
  • Masters in quantitative field.
  • Financial derivatives valuation knowledge is essential.
  • Knowledge of pricing methods in at least 3 asset classes from interest rates, FX, equity, credit, commodities, fixed income
  • Experience with XML, Python scripting, Jupyter useful
  • The ideal candidate will be an analytical problem solver, curious about financial markets and quantitative finance, and show an ability to work autonomously and as part of the team
LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership, Excellence and Change underpin our purpose and set the standard for everything we do, every day. They go to the heart of who we are and guide our decision making and everyday actions Working with us means that you will be part of a dynamic organisation of 25,000 people across 65 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce. You will be part of a collaborative and creative culture where we encourage new ideas and are committed to sustainability across our global business. You will experience the critical role we have in helping to re-engineer the financial ecosystem to support and drive sustainable economic growth. Together, we are aiming to achieve this growth by accelerating the just transition to net zero, enabling growth of the green economy and creating inclusive economic opportunity LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone’s race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs Please take a moment to read this privacy notice carefully, as it describes what personal information London Stock Exchange Group (LSEG) (we) may hold about you, what it’s used for, and how it’s obtained, your rights and how to contact us as a data subject If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.

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